+1,493.4%
WDC vs TLN
+589.3%
+904.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.0% |
| 7D | +7.5% | +5.8% | +1.6% | +4.6% |
| 30D | +10.1% | -6.9% | +16.9% | +13.6% |
| 3M | -6.8% | -10.9% | +4.1% | -0.5% |
| 6M | +84.1% | -4.6% | +88.7% | +89.7% |
| YTD | +180.3% | -14.7% | +195.0% | +201.7% |
| 1Y | +411.1% | -17.9% | +429.0% | +459.7% |
| 3Y | +1,375.0% | +483.9% | +891.1% | +679.7% |
| All | +1,493.4% | +589.3% | +904.1% | +729.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling